Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52164.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48024.34 Kr¶

PnL: ---------------------------------------> -907.66 Kr¶

DD now: ---------------------------------> -1.799 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 14:37:03.415695'

Anic Portfolio¶

Today¶

Return: 0.172 %¶

This Week¶

Return: -0.29 %¶

Total portfolio value¶

Return including deposits: 70.774 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.190000 697.760000 58.760000 9.200000 638.999984
Embracer Group B 26 2.720000 692.900000 30.900000 4.670000 661.999988
Biotage 4 1.090000 630.800000 27.800000 4.610000 603.000000
Vitrolife 3 1.300000 701.400000 24.400000 3.600000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Xvivo Perfusion 3 -2.040000 864.000000 19.000000 2.250000 845.000001
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
Humana 40 3.990000 688.800000 14.800000 2.200000 674.000000
SynAct Pharma 9 0.140000 658.800000 13.800000 2.140000 645.000003
Fortnox 10 0.640000 680.700000 12.700000 1.900000 668.000000
NCC B 7 1.070000 663.600000 9.600000 1.470000 653.999997
Indutrade 5 -0.490000 1322.000000 2.000000 0.150000 1320.000000
Latour B 2 -0.350000 450.400000 1.400000 0.310000 449.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Volati 5 -0.170000 572.000000 -2.000000 -0.350000 574.000000
Profoto Holding 7 -0.240000 578.200000 -3.800000 -0.650000 581.999999
Addnode Group B 6 -1.740000 747.000000 -5.000000 -0.660000 751.999998
Nolato B 12 -0.740000 642.600000 -5.400000 -0.830000 648.000000
Sdiptech B 3 -1.090000 815.400000 -6.600000 -0.800000 822.000000
Sampo Oyj SDB 1 -0.500000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 -0.320000 646.650000 -11.350000 -1.720000 657.999999
BONESUPPORT HOLDING 10 -0.250000 1207.000000 -17.000000 -1.390000 1224.000000
Ambea 68 1.650000 2506.480000 -30.520000 -1.200000 2537.000032
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -4.460000 557.000000 -36.000000 -6.070000 593.000000
Creades A 7 -0.380000 546.700000 -64.300000 -10.520000 610.999998
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.550000 3446.400000 -98.600000 -2.780000 3545.000000
Sedana Medical 135 1.440000 4193.100000 -137.900000 -3.180000 4330.999935
New Wave B 40 0.270000 3770.000000 -146.000000 -3.730000 3916.000000
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 1.290000 2608.500000 -358.500000 -12.080000 2966.999993
TOTAL 48024.340000 -907.660000 -1.7992% 48931.999868

Updated:¶

'2023-06-14 14:37:20.883929'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶